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~isPartOf:"Journal of economic dynamics & control"
~subject:"Option pricing theory"
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Option pricing theory
Theorie
2,396
Theory
2,396
Monetary policy
307
Geldpolitik
306
Portfolio selection
250
Portfolio-Management
250
Learning process
188
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Dai, Min
5
Zenios, Stauros Andrea
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3
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Duan, Jin-Chuan
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Journal of economic dynamics & control
International journal of theoretical and applied finance
467
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of futures markets
253
The journal of computational finance
251
Applied mathematical finance
240
Finance and stochastics
218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
190
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
131
International journal of financial engineering
115
Journal of mathematical finance
107
Finance research letters
104
Computational economics
102
Risks : open access journal
93
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
80
Journal of financial economics
79
Asia-Pacific financial markets
77
Journal of econometrics
66
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
57
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Energy economics
56
Review of quantitative finance and accounting
55
SFB 649 discussion paper
54
The journal of finance : the journal of the American Finance Association
53
Annals of finance
50
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
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The review of financial studies
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Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
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Decisions in economics and finance : DEF ; a journal of applied mathematics
47
International review of economics & finance : IREF
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
130
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1
New insights in capacity investment under uncertainty
Balter, Anne G.
;
Huisman, Kuno J. M.
;
Kort, Peter M.
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013543151
Saved in:
2
Counter-cyclical margins for option portfolios
Chen, Yuanyuan
;
Wu, Qi
;
Li, Duan
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014478163
Saved in:
3
Systemic risk of optioned portfolio : controllability and optimization
Pang, Xiaochuan
;
Zhu, Shushang
;
Cui, Xueting
;
Ma, Jiali
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014479336
Saved in:
4
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
5
A model for irreversible investment with construction and revenue uncertainty
Thijssen, Jacco J. J.
- In:
Journal of economic dynamics & control
57
(
2015
),
pp. 250-266
Persistent link: https://www.econbiz.de/10011574628
Saved in:
6
Real options and contingent convertibles with regime switching
Luo, Pengfei
;
Yang, Zhaojun
- In:
Journal of economic dynamics & control
75
(
2017
),
pp. 122-135
Persistent link: https://www.econbiz.de/10011817155
Saved in:
7
Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility
Zeng, Yan
;
Li, Danping
;
Chen, Zheng
;
Yang, Zhou
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 70-103
Persistent link: https://www.econbiz.de/10011973926
Saved in:
8
Approximate arbitrage-free option pricing under the SABR model
Yang, Nian
;
Chen, Nan
;
Liu, Yanchu
;
Wan, Xiangwei
- In:
Journal of economic dynamics & control
83
(
2017
),
pp. 198-214
Persistent link: https://www.econbiz.de/10011915586
Saved in:
9
Asymptotic analysis of the mixed-exponential jump diffusion model and its financial applications
Shi, Chao
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013542969
Saved in:
10
The stock implied volatility and the implied dividend volatility
Quaye, Enoch Nii Boi
;
Tunaru, Radu
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013383766
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